Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhao, Yang ; Stasinakis, Charalampos ; Sermpinis, Georgios ; Fernandes, Filipa Da Silva |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 24.2019, 4 (05.08.), p. 1443-1463
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1742 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012082741